Farm Products Industry Report
April 2021
Exploratory Data Analysis
Distribution of the Response
Correlation between Covariates and Response
| Avg Pct Change | Sd Pct Change | Avg Vol | Pe Ratio | Price to Sales Ratio | Price to Book Ratio | Price to Fcf Ratio | Debt to Equity Ratio | Pays Dividend | Dividend Yield | Response | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| min | -1% | 0.2% | 1920 | 0.0 | 0.000 | 0.000 | 0.00 | 0.00 | 0.000 | 0% | -1.0600 |
| first_quart | -0.1% | 1.3% | 16700 | 0.0 | 0.235 | 0.000 | 0.00 | 0.47 | 0.000 | 0% | -0.0994 |
| median | 0% | 1.8% | 147000 | 11.2 | 0.520 | 0.890 | 4.15 | 1.02 | 1.000 | 0.2% | 0.1840 |
| mean | 0% | 2% | 1160000 | 60.2 | 1.320 | 0.975 | 19.70 | 1.09 | 0.515 | 0.8% | 0.2200 |
| third_quart | 0.2% | 2.5% | 1080000 | 17.2 | 1.760 | 1.530 | 12.40 | 1.46 | 1.000 | 1.5% | 0.5250 |
| max | 1.2% | 9.7% | 9230000 | 2480.0 | 26.400 | 4.650 | 1920.00 | 9.90 | 1.000 | 5% | 1.5100 |
Model Tuning
Random Forest Models
Gradient Boosted Models
Final Models
Random Forest Model
Model Info and Metrics
- min_n: 1, mtry: 5
- Mean Absolute Error: 0.1237
- Root Mean Squared Error: 0.2091
Gradient Boosted Model
Model Info and Metrics
- learn_rate: 0.1, mtry: 5, tree_depth: 7
- Mean Absolute Error: 0.0115
- Root Mean Squared Error: 0.0175
Future Predictions
| Company | Quarter | Price | RF Prediction | GB Prediction |
|---|---|---|---|---|
| IBA | 2020 Q3 | $36.91 | 71.34% | 107.39% |
| FDP | 2020 Q4 | $24.13 | 52.66% | 22.8% |
| AGRO | 2020 Q3 | $4.71 | 46.94% | 30.58% |
| AQB | 2020 Q4 | $5.56 | 44.18% | 42.98% |
| LND | 2020 Q4 | $4.53 | 34.26% | 55.11% |
| ADM | 2020 Q4 | $49.41 | 11.45% | 21.17% |
| TSN | 2020 Q4 | $62.21 | 9.43% | -5.37% |
| CRESY | 2020 Q3 | $3.39 | 9.3% | 10.25% |
| CHSCP | 2020 Q4 | $29.39 | 6.82% | 4.34% |
| AGFS | 2020 Q3 | $2.5 | 4.13% | -2.55% |
| VFF | 2020 Q4 | $7.54 | 2.52% | 3.54% |
| CALM | 2021 Q1 | $39.29 | 1.73% | 0.29% |
| ALCO | 2020 Q4 | $30.77 | 0.57% | 18.73% |
| BG | 2020 Q4 | $58.34 | 0.48% | -4.99% |
| PME | 2020 Q3 | $1.09 | -15.26% | -17.24% |
| SANW | 2020 Q4 | $2.52 | -17.53% | 3.6% |
| LMNR | 2021 Q1 | $16.52 | -34.7% | -47.07% |
